By the way... for Thor: I would like to see him as an psuedo-alien. He is from Asgard which is a planet at the core of our galaxy. Due to the stars being relatively clustered in that region of space, the principles of physics are quite different than what we experience here (in Midgard - midpoint of the radius from the core of the galaxy to the outer rim). Beings that evolve in Asgard would be exposed to greater cosmic radiation and gravity... space and time might even be dilated due to the warping of the time-space continuum, caused by all that energy and mass in the galaxy's core.

Thus, Asgardians have greatly developed physical characteristics and apparent immortality. They also have the ability to control various forms of energy. They are less advanced technologically, because they can perform many tasks through their great strength and sheer will (the need for technological discovery, and advancement just was never there). Space travel is even possible via the great powers they possess.

The Thor movie can deal with a conflict between Thor and Loki on Earth, where SHIELD became aware of Thor's presence. But they stayed back to monitor Thor, as his alter ego, Dr. Donald Blake. But now that they are forming a team they approach him with the proposal to join the Avengers...